+402.1%
SPYG vs RACE
+717.8%
-315.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.7% |
| 7D | +4.2% | -4.0% | +8.2% | +5.9% |
| 30D | -7.4% | +3.5% | -11.0% | -8.8% |
| 3M | -5.3% | -0.4% | -4.9% | -5.4% |
| 6M | -1.2% | +23.2% | -24.3% | -10.1% |
| YTD | +9.0% | +11.0% | -2.0% | +2.6% |
| 1Y | +8.8% | -2.2% | +11.0% | +7.9% |
| 3Y | +92.8% | +22.5% | +70.2% | +63.9% |
| 5Y | +69.3% | +63.2% | +6.1% | +22.3% |
| All | +402.1% | +717.8% | -315.8% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling